-59.6%
ACHR vs MAS
+71.3%
-130.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.2% | -7.2% | -7.1% |
| 7D | -9.2% | +3.0% | -12.2% | -10.7% |
| 30D | -1.0% | +22.4% | -23.4% | -12.8% |
| 3M | -42.2% | +14.5% | -56.7% | -47.0% |
| 6M | -38.2% | +27.1% | -65.3% | -47.7% |
| YTD | -46.4% | +35.8% | -82.2% | -57.4% |
| 1Y | -49.4% | +39.4% | -88.8% | -60.6% |
| 3Y | -22.5% | +60.3% | -82.8% | -45.3% |
| 5Y | -29.8% | +39.4% | -69.2% | -52.1% |
| All | -59.6% | +71.3% | -130.8% | -73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling